Having trouble at one of the final bosses is why I stopped playing Metroid Prime 1. Amazing game up to that point. I admire a challenge, but not something so incredibly difficult that I can't see the ending. I barely got through Omega Pirate and Ridley (gosh I love that dragon, never fails to put up a heck of a fight, I'd rather have him be the final boss of Metroid games). I'd always have a tiny bit of one energy tank remaining, that's how close it always was. I think I'm starting to understand the new trend of final bosses being cakewalks: The player has gone through heck, they just want to see the ending now, wasn't beating the game's equivalent of Ridley enough?
Hardest Mario game? SMB2 (not sure why you're all saying the Japanese version, unless you're using that to distinguish from the Lost Levels). SMB2 (the Mario-ized Doki Doki Panic) is unconventional and difficult. Maybe that's part of why it's hard, we may call ourselves Mario masters but we're not Doki Doki Panic masters. I forget how far I got normally, but all I remember was getting past Triclyde (W2 boss) and not getting much further. Only with a lot of save states in an emulator did I finally get near the end.
While SMB2 Lost Levels is hard too, I managed to get to... well, I don't remember how far I got without warps, but I got to world 7. SMBDX is the only version of SMB1 that I've been able to beat, so I'm not sure whether I can say yet that I've finally beat SMB1 after many years, but... that just means I can't say SMB1 is the toughest game.
SMB3 I eventually got through, so that's out of the race too. SMW is a cakewalk in comparison to the other games.
Yoshi's Island... kind of easy, but getting 100% in all levels, good luck. I got 100% for all normal levels except 6-6 with Bowser Jr. (99 I think... I cannot beat Bowser without getting hit once) and whatever the ski level in World 5 was (5-3 I think), getting only a 98 or 99 there, and I only got 100 on World 4 Extra (The Impossible Maze). All the other extra levels I got somewhere in the 80s or 90s. So this means I've never seen the World 5 or World 6 Extra levels.
None of the Wario Land games qualify for hardest because I've cleared them all out, with a little help from my friend (GameFAQs). It's kind of disheartening to complete a Wario Land game 100% and then think "...alright. So, what, there's nothing left for me to do now?" I mean, Wario Land levels are very enjoyable for having every block put with purpose to precisely control where you can and can't go, but you'll go through each one about 5 or 10 times before you complete the game 100%, and by then you're dead tired of them.